ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 76.655 76.740 0.085 0.1% 76.605
High 77.390 77.135 -0.255 -0.3% 77.675
Low 76.585 76.635 0.050 0.1% 76.405
Close 76.656 76.986 0.330 0.4% 77.055
Range 0.805 0.500 -0.305 -37.9% 1.270
ATR 0.554 0.550 -0.004 -0.7% 0.000
Volume 29,747 38,320 8,573 28.8% 97,746
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.419 78.202 77.261
R3 77.919 77.702 77.124
R2 77.419 77.419 77.078
R1 77.202 77.202 77.032 77.311
PP 76.919 76.919 76.919 76.973
S1 76.702 76.702 76.940 76.811
S2 76.419 76.419 76.894
S3 75.919 76.202 76.849
S4 75.419 75.702 76.711
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.855 80.225 77.754
R3 79.585 78.955 77.404
R2 78.315 78.315 77.288
R1 77.685 77.685 77.171 78.000
PP 77.045 77.045 77.045 77.203
S1 76.415 76.415 76.939 76.730
S2 75.775 75.775 76.822
S3 74.505 75.145 76.706
S4 73.235 73.875 76.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.675 76.470 1.205 1.6% 0.671 0.9% 43% False False 29,588
10 77.675 76.405 1.270 1.6% 0.558 0.7% 46% False False 19,121
20 78.745 76.405 2.340 3.0% 0.527 0.7% 25% False False 9,740
40 79.705 76.405 3.300 4.3% 0.525 0.7% 18% False False 4,913
60 81.985 76.405 5.580 7.2% 0.509 0.7% 10% False False 3,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.131
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.260
2.618 78.444
1.618 77.944
1.000 77.635
0.618 77.444
HIGH 77.135
0.618 76.944
0.500 76.885
0.382 76.826
LOW 76.635
0.618 76.326
1.000 76.135
1.618 75.826
2.618 75.326
4.250 74.510
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 76.952 76.967
PP 76.919 76.949
S1 76.885 76.930

These figures are updated between 7pm and 10pm EST after a trading day.

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